Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.552 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47403.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46008.68 Kr¶

PnL: ---------------------------------------> -879.89 Kr¶

DD now: ---------------------------------> -2.522 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:21:03.277467'

Anic Portfolio¶

Today¶

Return: -1.143 %¶

This Week¶

Return: -1.063 %¶

Total¶

Return: 55.187 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Beijer Electronics Group 26 -1.850000 3036.800000 65.800000 2.210000 2971.000006
SAAB B 8 0.660000 3429.600000 52.600000 1.560000 3377.000000
AcadeMedia 12 -2.210000 593.760000 36.760000 6.600000 557.000004
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.790000 387.800000 32.800000 9.240000 355.000000
Corem Property Group B 59 -2.460000 607.110000 30.110000 5.220000 576.999999
Resurs Holding 22 -1.230000 601.920000 27.920000 4.860000 573.999998
Securitas B 6 -0.410000 586.200000 16.200000 2.840000 570.000000
Boozt 12 -1.630000 1669.200000 15.200000 0.920000 1653.999996
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
HMS Networks 2 -3.710000 684.400000 11.400000 1.690000 673.000000
Eastnine 4 -0.950000 501.600000 10.600000 2.160000 491.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.430000 531.300000 3.300000 0.630000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.010000 563.850000 1.850000 0.330000 562.000005
Intrum 4 -3.630000 525.600000 -1.400000 -0.270000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.230000 541.000000 -5.000000 -0.920000 546.000000
Nordea Bank Abp 29 -0.270000 3445.200000 -8.800000 -0.250000 3453.999992
Essity B 2 -0.290000 559.000000 -15.000000 -2.610000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.540000 3602.300000 -153.700000 -4.090000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46008.680000 -879.890000 -2.52158% 46888.564618

Updated:¶

'2023-01-25 11:21:16.026901'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶